I need a word for things not going your way

You can probably call them mishaps:

• an unpredictable outcome that is unfortunate.

The Free Dictionary

If you are okay with being slightly crude, try:

Some days you're the dog, other days you're the hydrant.

This idiom follows from the fact that dogs very stereotypically urinate upon fire hydrants while out for a walk, supposedly as a way of marking territory. When you are the dog, you are the one doing the marking, you are in charge, on top of the world. When you are the hydrant, well, you are the one getting marked.

I think that it would be a fail. This is a word for things failing to go your way. Your scenario could be, "I went to get some ice cream, but they failed to have my favorite flavor, vanilla." Just a suggestion! :)

a haphazard life TFD

characterized by lack of order or planning; irregular; chance; random.

You imply that getting the chocolate ice cream isn't actually a disaster, despite its not being your first choice.

So maybe you'll accept your second choice. A pithier way of saying this is

Plan B

which, according to dictionary.com, is

a strategy or plan to be implemented if the original one proves impracticable or unsuccessful.

The use of "Plan B"(R) as a brand of "morning-after" contraceptive rather underscores its suitability for the meaning you wanted.

Of course, there's always the possibility that you'll have to come up with a Plan C, D, etc......

SNAFU which stands for: "Situation Normal All Fk'd Up" SNAFU was a flag we used to fly on our ship during the Vietnam War -- our unofficial motto was: The schedule has been changed, because we were always giving up scheduled periods of R & R in exchange for Search and Rescue missions.

“Unlucky.” As in, “I am an unlucky person.”

“Misfortune.” As in, “I have had a lot of misfortune in my life.”

“Jinxed.” As in, “Every time I think something will finally go my way, it doesn’t. I think I am jinxed.”

“Cursed.” Same use as jinxed.

See if one of those work for you.